NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 4.390 4.269 -0.121 -2.8% 4.375
High 4.391 4.280 -0.111 -2.5% 4.566
Low 4.272 4.218 -0.054 -1.3% 4.337
Close 4.272 4.248 -0.024 -0.6% 4.405
Range 0.119 0.062 -0.057 -47.9% 0.229
ATR 0.135 0.130 -0.005 -3.9% 0.000
Volume 11,291 10,843 -448 -4.0% 57,706
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.435 4.403 4.282
R3 4.373 4.341 4.265
R2 4.311 4.311 4.259
R1 4.279 4.279 4.254 4.264
PP 4.249 4.249 4.249 4.241
S1 4.217 4.217 4.242 4.202
S2 4.187 4.187 4.237
S3 4.125 4.155 4.231
S4 4.063 4.093 4.214
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.123 4.993 4.531
R3 4.894 4.764 4.468
R2 4.665 4.665 4.447
R1 4.535 4.535 4.426 4.600
PP 4.436 4.436 4.436 4.469
S1 4.306 4.306 4.384 4.371
S2 4.207 4.207 4.363
S3 3.978 4.077 4.342
S4 3.749 3.848 4.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.566 4.218 0.348 8.2% 0.127 3.0% 9% False True 11,810
10 4.566 4.181 0.385 9.1% 0.127 3.0% 17% False False 10,682
20 4.566 3.981 0.585 13.8% 0.133 3.1% 46% False False 8,192
40 4.566 3.882 0.684 16.1% 0.129 3.0% 54% False False 6,250
60 4.566 3.882 0.684 16.1% 0.108 2.5% 54% False False 5,058
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4.544
2.618 4.442
1.618 4.380
1.000 4.342
0.618 4.318
HIGH 4.280
0.618 4.256
0.500 4.249
0.382 4.242
LOW 4.218
0.618 4.180
1.000 4.156
1.618 4.118
2.618 4.056
4.250 3.955
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 4.249 4.364
PP 4.249 4.325
S1 4.248 4.287

These figures are updated between 7pm and 10pm EST after a trading day.

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